Tapeab

RVTY

Gamma exposure levels

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Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestJun 18
±$6.15 (±6.1%)
95.14 — 107.44
MonthlyJun 18
±$6.15 (±6.1%)
95.14 — 107.44
QuarterlySep 18
±$18.55 (±18.3%)
82.74 — 119.84
Spot
101.3
Call Wall
100
Put Wall
100
Zero Gamma
92.5
Net GEX ($M)
0

Gamma exposure by strike ($M, per 1% move)

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 107.4
Near EM 95.1
1M EM 107.4
1M EM 95.1
Spot 101.3
115
0
110
0
105
0
0
100
0
0
Call WallPut Wall
95
0
0
90
0